using System;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.ComponentModel.DataAnnotations.Schema;
using InvestmentIntelligence.DB.Atributes;

namespace InvestmentIntelligence.DbModel.Models
{
    [Table("ExcessTimeSerie", Schema = "TradingData")]
    public class ExcessTimeSerie
    {
         [Key, Column(Order = 0)]
        public int SecurityId { get; set; }
         [Key, Column(Order = 1)]
        public int BenchmarkId { get; set; }
         [Key, Column(Order = 2)]
        public DateTime Date { get; set; }
        public decimal ExcessReturn { get; set; }
        public decimal Beta { get; set; }
        public double Sigma { get; set; }
        public double SigmaMove { get; set; }
        public double ExcessSigma { get; set; }
        public double ExcessSigmaMove { get; set; }
        public decimal SecurityReturn { get; set; }
        public decimal BenchmarkReturn { get; set; }
        public decimal PreviousUnitPosition { get; set; }
    }

    public class ExcessTimeSerieAdbInfo
    {
        public DateTime Date { get; set; }
        public decimal ExcessReturn { get; set; }
        public double Sigma { get; set; }
        public decimal PreviousUnitPosition { get; set; }
        public decimal Beta { get; set; }
    }
}
